|Horizon||30 Days Login to change|
CAC 40 vs. DAX
Assuming 30 trading days horizon, CAC 40 is expected to under-perform the DAX. But the index apears to be less risky and, when comparing its historical volatility, CAC 40 is 1.02 times less risky than DAX. The index trades about -0.13 of its potential returns per unit of risk. The DAX is currently generating about -0.09 of returns per unit of risk over similar time horizon. If you would invest 1,206,185 in DAX on September 16, 2018 and sell it today you would lose (28,530) from holding DAX or give up 2.37% of portfolio value over 30 days.
Pair Corralation between CAC 40 and DAX